Finance

RCAT Move Probability $7.09 -0.88 (-11.0%)

Real historical back-data analysis: evaluates rolling trading-day windows to determine the probability of a stock touching or closing at your target move.

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Touch Probability (First Passage)
85.2%
Stock touched +5.0% ($7.45) at least once during 14 trading days.
Median first touch: Day 1 of 14
Expiration Close Probability
44.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.90x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±28.1%
$5.10 — $9.09

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 507 historical windows (2024-08-19 to 2026-09-16). The colored bar indicates the win zone for +5.0%.

-48.2% to -31.1%: 30 occurrences (5.9%) -39.7% -31.1% to -14.0%: 114 occurrences (22.5%) -14.0% to +3.1%: 125 occurrences (24.7%) +3.1% to +20.2%: 91 occurrences (17.9%) 11.6% +20.2% to +37.3%: 80 occurrences (15.8%) +37.3% to +54.4%: 35 occurrences (6.9%) +54.4% to +71.5%: 12 occurrences (2.4%) 62.9% +71.5% to +88.6%: 7 occurrences (1.4%) +88.6% to +105.7%: 1 occurrences (0.2%) +105.7% to +122.8%: 4 occurrences (0.8%) 114.2% +122.8% to +139.9%: 2 occurrences (0.4%) +139.9% to +157.0%: 1 occurrences (0.2%) +157.0% to +174.1%: 1 occurrences (0.2%) 165.6% +174.1% to +191.2%: 3 occurrences (0.6%) +191.2% to +208.3%: 0 occurrences (0.0%) +208.3% to +225.4%: 1 occurrences (0.2%) 216.9%
Historical returns Target move zone (+5.0%+) Target threshold bin

Probability Breakdown: Empirical vs. Theoretical Models

Comparing actual market back-data against Black-Scholes and Fat-Tail adjustments.

Model / Methodology Touch Probability Expiration Close Probability What It Tells You
Empirical Back-Data (Actual History) 85.2% 44.8% Model-free reality across 507 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 40.0% Adjusts normal bell curve for real-world skewness (0.39) and kurtosis (0.99).
Standard Normal (Black-Scholes / GBM) 86.2% 43.1% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 93.6% 77.7% Filters for historical windows that started with volatility similar to current 20-day HV (94 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 119.3%
  • Recent 20-Day HV: 68.8%
  • Parkinson Intraday Volatility: 101.2%
  • Vol Trend: Compressed (-42% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.5%
  • Top 10% Move (90th percentile): +43.5%
  • Bottom 10% Move (10th percentile): -24.7%
  • Max Historical Gain (14d): +225.4%
  • Max Historical Loss (14d): -48.2%